NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 18-Aug-2009

Day Change Summary
	Previous	Current
	17-Aug-2009	18-Aug-2009	Change	Change %	Previous Week
Open	72.04	71.00	-1.04	-1.4%	74.47
High	72.06	73.85	1.79	2.5%	75.97
Low	69.87	70.18	0.31	0.4%	71.68
Close	71.22	73.17	1.95	2.7%	72.00
Range	2.19	3.67	1.48	67.6%	4.29
ATR	2.39	2.48	0.09	3.8%	0.00
Volume	40,007	39,097	-910	-2.3%	233,816

Daily Pivots for day following 18-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.41	81.96	75.19
R3	79.74	78.29	74.18
R2	76.07	76.07	73.84
R1	74.62	74.62	73.51	75.35
PP	72.40	72.40	72.40	72.76
S1	70.95	70.95	72.83	71.68
S2	68.73	68.73	72.50
S3	65.06	67.28	72.16
S4	61.39	63.61	71.15

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.09	83.33	74.36
R3	81.80	79.04	73.18
R2	77.51	77.51	72.79
R1	74.75	74.75	72.39	73.99
PP	73.22	73.22	73.22	72.83
S1	70.46	70.46	71.61	69.70
S2	68.93	68.93	71.21
S3	64.64	66.17	70.82
S4	60.35	61.88	69.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.97	69.87	6.10	8.3%	2.73	3.7%	54%	False	False	45,324
10	76.87	69.87	7.00	9.6%	2.36	3.2%	47%	False	False	46,573
20	76.87	67.58	9.29	12.7%	2.46	3.4%	60%	False	False	50,385
40	76.87	62.21	14.66	20.0%	2.45	3.4%	75%	False	False	44,689
60	76.87	62.21	14.66	20.0%	2.36	3.2%	75%	False	False	41,775
80	76.87	54.92	21.95	30.0%	2.25	3.1%	83%	False	False	37,015
100	76.87	54.92	21.95	30.0%	2.25	3.1%	83%	False	False	33,342
120	76.87	48.00	28.87	39.5%	2.29	3.1%	87%	False	False	31,683

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.56
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.45
2.618	83.46
1.618	79.79
1.000	77.52
0.618	76.12
HIGH	73.85
0.618	72.45
0.500	72.02
0.382	71.58
LOW	70.18
0.618	67.91
1.000	66.51
1.618	64.24
2.618	60.57
4.250	54.58

Fisher Pivots for day following 18-Aug-2009
Pivot	1 day	3 day
R1	72.79	73.06
PP	72.40	72.94
S1	72.02	72.83

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols